I found this code in js/mage/adminhtml/grid.js.
When I uncommented this line my dropdown worked like a charm...

I have 2 questions regarding this matter, the first one would be if it's safe to uncomment this (Magento must've had a reason to change this).

My second question is how I could avoid this behaviour without adjusting the grid.js file. I dislike editing corefiles in any way but am unable to figure out how to rewrite this functionality or how to add my column in a manner that the behaviour does not apply itself.